Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Attitudes towards uncertainty with monetary and time consequences : experimental investigations.

Argent, Money, Risk, Risque, Temps, Time

Experiments on compound risk in relation to simple risk and to ambiguity.

Ambiguity, Risk

Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable.

Ambiguity, Elicitation methods, Loss aversion, Prospect theory, Risk, Utility for gains and losses

Real Estate Finance: Essays on portfolio management and risk: A measure of direct real estate risk.Real Estate Finance: Portfolio managment, risk and derivatives.

Immobilier, Management de portefeuille, Portfolio managment, Real Estate, Risk, Risque

Real Estate Finance: Essays on Portfolio and Risk Management: A Measure of Direct Real Estate Risk.

Immobilier, Management de portefeuille, Portfolio managment, Real Estate, Risk, Risque

Ambiguity Preferences and Portfolio Choices: Evidence from the Field.

Portfolio choice, Risk, Uncertainty

The Democracy of Chimeras: Governing the Risks and Critics of Synthetic Biology in France and the United States.

Contestation, Gouvernement, Politics, Protests, Risk, Risque, Technoscience

States of crisis.

Crises, Risk

A Survey on the Four Families of Performance Measures.

Fund selection, Performance measures, Ranking, Return distribution, Risk

“On the (Ab)use of Omega?”.

Omega, Performance measure, Return distribution, Risk, Stochastic dominance

A survey on the four families of performance measures.

Fund selection, Performance measures, Ranking, Return Distribution, Revue AERES, Risk

On the (Ab)Use of Omega?

Omega, Performance Measure, Return Distribution, Risk, Stochastic Dominance